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Date/Time: Sun, 05 May 2024 21:04:15 +0000

[Programming Help] - Questions regarding Backtesting

[2020-04-25 09:54:25] #1 [Go To First Post]
rainbow47 - Posts: 68
Hi, I am doing some backtest work and have a few questions I need help with. My setup: - Automated Spreadsheet Trading System for S&P500 future trading s - I am using the "AutoTrade System Replay Backtest" - I subscribe to the SC Advanced and Denali Data feed for CME data Questions: 1. How do I get the most accurate historical data for the S&P Future? Which data feed shall I use and what are the right seetings? At the moment that I do not get detailed historcial future data and I do not know why ( See screenshot attached) 2. How long is the backlog of tick data for this data feed? 3. I realised that the back test for a custom rangehistorically (eg. 2020/02/08-2020/02/24) is much faster than to backtest the strategy for the last 30 days. Why is that? Is the data reliable? Thanks Date Time Of Last Edit: 2020-04-25 14:05:28


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